+251.3%
UAL vs AEIS
+1,873.0%
-1,621.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.5% |
| 7D | +0.7% | +3.0% | -2.3% | -0.6% |
| 30D | -16.1% | -14.6% | -1.5% | -10.7% |
| 3M | +6.1% | -12.4% | +18.6% | +8.4% |
| 6M | +10.8% | -15.0% | +25.8% | +13.0% |
| YTD | -0.4% | +34.3% | -34.7% | -18.0% |
| 1Y | +5.0% | +87.4% | -82.3% | -26.2% |
| 3Y | +124.0% | +139.8% | -15.8% | +37.3% |
| 5Y | +141.0% | +220.7% | -79.8% | +27.2% |
| 10Y | +118.0% | +531.6% | -413.6% | -22.8% |
| All | +251.3% | +1,873.0% | -1,621.7% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling